Last Update: 22 Feb 2019 1:15 GMT+0

The Egypt 10Y Government Bond has a 17.780% yield.

10 Years vs 2 Years bond spread is -35.1 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities

Central Bank Rate is 15.75%.

The Egypt rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 362.72 and implied probability of default is 6.05%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y -6.2 bp Yield Curve is inverted in Short-Term Maturities
5Y vs 2Y -4.1 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -35.1 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B3
positive
Fitch Ratings
B
positive
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 15.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 362.72 +1.19 % -11.02 % +39.90 % 6.05 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 18.305% -16.9 bp -53.8 bp
6 months 18.548% -5.5 bp -67.6 bp
9 months 18.274% -39.7 bp -91.4 bp
1 year 18.193% -65.8 bp -86.7 bp 84.61 +0.56 % +0.74 %
2 years 18.131% -95.2 bp -65.7 bp 71.66 +1.62 % +1.11 %
3 years 18.084% -99.2 bp -44.9 bp 60.73 +2.53 % +1.13 %
5 years 18.090% -40.6 bp -15.8 bp 43.54 +1.73 % +0.67 %
7 years 17.950% -27.6 bp -25.6 bp 31.49 +1.68 % +1.55 %
10 years 17.780% -22.0 bp +18.0 bp 19.47 +1.88 % -1.52 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 17.780% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 1781.7 bp -17.9 +31.1
Germany 10Y 1765.6 bp -11.6 +39.6
France 10Y 1723.5 bp -12.6 +32.3
United Kingdom 10Y 1657.8 bp -10.2 +24.5
Spain 10Y 1655.7 bp -8.5 +35.9
Canada 10Y 1585.6 bp -17.5 +51.3
Australia 10Y 1567.8 bp -4.1 +61.8
United States 10Y 1509.2 bp -16.2 +31.1
Italy 10Y 1492.3 bp -29.7 +38.6
China 10Y 1461.8 bp -25.2 +66.4
India 10Y 1023.6 bp -23.1 +46.3
Russia 10Y 934.0 bp -38.0 +36.0
Brazil 10Y 878.0 bp -16.0 +334.0

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 17.780% 19.47 24.00 33.05 42.11 51.17 60.23
7 years 17.950% 31.49 35.30 42.94 50.57 58.20 65.84
5 years 18.090% 43.54 46.67 52.91 59.15 65.39 71.63
3 years 18.084% 60.73 62.90 67.25 71.59 75.93 80.28
2 years 18.131% 71.66 73.22 76.35 79.47 82.60 85.73
1 year 18.193% 84.61 85.45 87.15 88.84 90.53 92.22
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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